non stationary interest rate

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non stationary interest rate

Postby Paula_Br » Thu May 26, 2016 4:29 pm

Dear,

I would like to know how should I treat in the model the issue of non-stationarity of interest rates.

Thank you in advance
Paula_Br
 
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Re: non stationary interest rate

Postby jpfeifer » Sat May 28, 2016 8:33 am

Could you please elaborate what you mean?
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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